Description

Market Microstructure Researcher - Hong Kong - Hedge Fund - High-Frequency Trading

We are looking for a Market Microstructure Researcher to join and support the optimisation of exchange connectivity and execution for high-frequency trading strategies.

This role sits close to trading and research, with a clear impact on execution quality and PnL , and focuses on latency-sensitive exchanges .

What you'll be doing

• Analyse network traffic and exchange protocols to identify performance gaps
• Research exchange features, attend exchange sessions, and engage with exchange counterparts
• Design and run experiments to improve execution quality and fill rates
• Work closely with trading and research teams to apply findings in live environments
• Analyse large datasets to uncover inefficiencies in internal execution systems

What we're looking for

• Degree in Computer Science, Engineering, or a related field
• 5+ years of experience in data analysis, systems, or network engineering
• Strong Python skills and experience with time-series analysis
• Solid understanding of network protocols (TCP/IP, Ethernet)
• Knowledge of market microstructure and low-latency trading .
• Linux and advanced networking experience i.

Interested candidates, apply with your updated CV